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Avtomatika i Telemekhanika, 1962, Volume 23, Issue 8, Pages 993–1007 (Mi at11935)  
On optimal control of Markov processes

A. A. Feldbaum

Moscow
Full-text PDF (2619 kB)
Abstract: The problem of optimum dual control of the object is considered which characteristics are Markov random processes. The general way of obtaining the optimum strategy is found. The obtained formulae are used in the elementary case of the optimum control which shows that in the optimum control device there takes place the process of the storage of new information about an object as well as the process of the degradation of the obsolete information.

Received: 15.02.1962
Document Type: Article
Language: Russian
Citation: A. A. Feldbaum, “On optimal control of Markov processes”, Avtomat. i Telemekh., 23:8 (1962), 993–1007
Citation in format AMSBIB
\Bibitem{1}
\by A.~A.~Feldbaum
\paper On optimal control of Markov processes
\jour Avtomat. i Telemekh.
\yr 1962
\vol 23
\issue 8
\pages 993--1007
\mathnet{http://mi.mathnet.ru/at11935}
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  • https://www.mathnet.ru/eng/at/v23/i8/p993
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